DIY Asset Allocation Weights: September 2015

/DIY Asset Allocation Weights: September 2015

DIY Asset Allocation Weights: September 2015

By | 2017-08-18T17:06:30+00:00 September 3rd, 2015|Tool Updates|2 Comments
Print Friendly, PDF & Email
(Last Updated On: August 18, 2017)

Do-It-Yourself tactical asset allocation weights are posted.

Create a free account here if you want to access the site directly. Sign in here if you already have a free account.

diy asset allocation weights august 2015

The results are hypothetical results and are NOT an indicator of future results and do NOT represent returns that any investor actually attained. Indexes are unmanaged, do not reflect management or trading fees, and one cannot invest directly in an index. Additional information regarding the construction of these results is available upon request.

Exposure Highlights:

  • Limited risk exposures!
  • No commodities; no real estate; and limited equity

  • The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
  • Join thousands of other readers and subscribe to our blog.
  • This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.

About the Author:

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.
  • timoth3y

    I find the articles you publish and the tools you provide to be tremendously useful. I’m curious why emerging equities don’t play a part in your asset allocation portfolios. Emerging markets account for about 25% of the global market cap, and currently seem to be more fairly valued than developed markets. I’m curious about the logic behind the decision.

    Keep up the great work.

  • Hey Timothy,

    We’ve posted the models with Emg markets in the past. Honestly, the marginal benefits of adding emerging markets to a portfolio that is already globally diversified across asset classes don’t seem to outweigh the additional costs. Where the “costs” are viewed through the lens of what we call the FACTS–fees, access, complexity, taxes, and search costs. https://blogs.cfainstitute.org/investor/2015/01/20/stick-to-the-facts-a-framework-for-evaluating-investments/

    All that said, would it be a tragedy if someone added emerging equity into the system? Probably not. And if it helped an investor stick with a particular system, I’m all for it.